Pages that link to "Item:Q2574612"

The following pages link to Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612):

Displaying 43 items.

• Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims (Q5077245) (← links)
• Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
• Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
• Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force (Q5080280) (← links)
• The limit property of a risk model based on entrance processes (Q5082864) (← links)
• Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails (Q5085595) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
• Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902) (← links)
• A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479) (← links)
• A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
• ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
• Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
• Power estimates for ruin probabilities (Q5697199) (← links)
• Asymptotic bounds for precise large deviations in a compound risk model under dependence structures (Q5858265) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims (Q6053892) (← links)
• Generalized moments of sums with heavy-tailed random summands (Q6054047) (← links)
• Ruin probability for finite negative binomial mixture claims via recurrence sequences (Q6060897) (← links)
• Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903) (← links)
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* (Q6102193) (← links)
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property (Q6118239) (← links)
• (Q6155224) (← links)
• Revisiting the product of random variables (Q6159086) (← links)
• Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times (Q6164703) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
• Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times (Q6165364) (← links)
• (Q6167149) (← links)
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance (Q6167554) (← links)
• A note on randomly stopped sums with zero mean increments (Q6494476) (← links)
• Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582) (← links)
• Asymptotics for value at risk and conditional tail expectation of a portfolio loss (Q6579530) (← links)
• Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables (Q6580267) (← links)
• Ruin probabilities as recurrence sequences in a discrete-time risk process (Q6620478) (← links)
• Multivariate regularly varying insurance and financial risks in multidimensional risk models (Q6639533) (← links)
• On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)